-40.4%
KWEB vs ZCMD
-100.0%
+59.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | -13.0% | -19.8% | +6.8% | -12.7% |
| 3M | -7.6% | -62.1% | +54.5% | -9.5% |
| 6M | -21.1% | -99.5% | +78.4% | -12.7% |
| YTD | -28.2% | -99.7% | +71.5% | -18.4% |
| 1Y | -34.9% | -99.9% | +65.0% | -23.4% |
| 3Y | -0.8% | -100.0% | +99.2% | +29.4% |
| 5Y | -43.6% | -100.0% | +56.4% | -24.9% |
| All | -40.4% | -100.0% | +59.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling